Below is a screen-shot of the breakpoints window within
Visual Studio 2010. This lists all of the breakpoints defined within my
solution (which in this case is the ASP.NET MVC 2 code base):

The first and last breakpoint in the list
above breaks into the debugger when a Controller instance is created or
released by the ASP.NET MVC Framework.

Using VS 2010, I can now select these two
breakpoints, right-click, and then select the new “Edit labels…” menu command
to give them a common label/name (making them easier to find and manage):

Below is the dialog that appears when I select
the “Edit labels” command. We can use it to create a new string label for
our breakpoints or select an existing one we have already defined. In
this case we’ll create a new label called “Lifetime Management” to describe
what these two breakpoints cover:

When we press the OK button our two selected
breakpoints will be grouped under the newly created “Lifetime Management”
label: